Many applications involve estimation of parameters that generalize across multiple diverse, but related, data-scarce task environments. Bayesian active meta-learning, a form of sequential optimal experimental design, provides a framework for solving such problems. The active meta-learner's goal is to gain transferable knowledge (estimate the transferable parameters) in the presence of idiosyncratic characteristics of the current task (task-specific parameters). We show that in such a setting, greedy pursuit of this goal can actually hurt estimation of the transferable parameters (induce so-called negative transfer). The learner faces a dilemma akin to but distinct from the exploration--exploitation dilemma: should they spend their acquisition budget pursuing transferable knowledge, or identifying the current task-specific parameters? We show theoretically that some tasks pose an inevitable and arbitrarily large threat of negative transfer, and that task identification is critical to reducing this threat. Our results generalize to analysis of prior misspecification over nuisance parameters. Finally, we empirically illustrate circumstances that lead to negative transfer.

贝叶斯主动元学习是一种序列最优实验设计的框架，旨在解决多个不同但相关的数据稀缺任务环境中参数估计的问题，然而，在某些情况下，贪婪追求传递性知识可以损害可转移参数的估计，引起所谓的负转移。

贝叶斯主动元学习的基本困境